On most Windows OS, you can right-click Windows desktop, and select Properties. In the dialog that appear, select Screen Saver tab. On the tab, select either a screen saver, or the "Default Screen Saver", and check the Password Protect checkbox. Also enter the Wait time in the spinner box. Then Click the Ok button. When the computer does not receive any mouse of keyboard action for the Wait time, it will bring the screen save up, and last user will have to logon before preceeding.

BTW I am describing this from W2k machine. It may be different on other OS versions.

Greg